Description

Definition of an Moving Average Process of Order 1

Usage

Arguments

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "MA1","SIGMA2"

theta

theta, sigma^2

plength

Number of parameters

print

String containing simplified model

desc

"MA1"

obj.desc

Depth of parameters e.g. list(1,1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Note

We consider the following model:

X_t = θ \varepsilon_{t-1} + \varepsilon_t

, where \varepsilon_t is iid from a zero mean normal distribution with variance σ^2.

Author(s)

James Balamuta

Examples